+446.1%
MLM vs NWSA
+98.8%
+347.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -13.4% | +8.2% | +0.5% |
| 7D | -1.2% | -10.1% | +8.9% | +3.0% |
| 30D | +7.9% | -7.3% | +15.2% | +11.1% |
| 3M | -4.5% | -8.6% | +4.1% | -1.4% |
| 6M | -12.6% | +4.4% | -17.1% | -15.2% |
| YTD | -14.9% | +2.1% | -17.0% | -17.1% |
| 1Y | -13.1% | +4.1% | -17.1% | -16.2% |
| 3Y | +21.2% | +23.5% | -2.2% | +7.0% |
| 5Y | +32.0% | +13.5% | +18.5% | +17.9% |
| 10Y | +195.3% | +149.4% | +46.0% | +73.5% |
| All | +446.1% | +98.8% | +347.3% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling